+176.7%
DLR vs AWK
+128.1%
+48.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +2.9% | +0.6% | +2.3% | +2.6% |
| 30D | -1.2% | +4.3% | -5.5% | -3.4% |
| 3M | +2.9% | +12.5% | -9.6% | -3.7% |
| 6M | +6.7% | +3.3% | +3.4% | +3.9% |
| YTD | +23.9% | +9.8% | +14.1% | +16.5% |
| 1Y | +18.6% | +2.9% | +15.7% | +14.7% |
| 3Y | +59.7% | +9.6% | +50.1% | +43.4% |
| 5Y | +42.1% | -16.7% | +58.7% | +49.7% |
| 10Y | +176.7% | +136.1% | +40.6% | +40.9% |
| All | +176.7% | +128.1% | +48.6% | +40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AWK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling